IAAAX vs. IEMS.L
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. IEMS.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap. It was launched on Mar 6, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or IEMS.L.
Key characteristics
| IAAAX | IEMS.L | |
|---|---|---|
| YTD Return | 14.75% | 7.95% |
| 1Y Return | 23.58% | 15.81% |
| 3Y Return (Ann) | 4.06% | 2.79% |
| 5Y Return (Ann) | 10.38% | 10.24% |
| 10Y Return (Ann) | 8.03% | 4.61% |
| Sharpe Ratio | 1.87 | 1.11 |
| Daily Std Dev | 12.49% | 13.97% |
| Max Drawdown | -56.57% | -49.93% |
| Current Drawdown | -1.03% | -1.32% |
Correlation
The correlation between IAAAX and IEMS.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IAAAX vs. IEMS.L - Performance Comparison
In the year-to-date period, IAAAX achieves a 14.75% return, which is significantly higher than IEMS.L's 7.95% return. Over the past 10 years, IAAAX has outperformed IEMS.L with an annualized return of 8.03%, while IEMS.L has yielded a comparatively lower 4.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IAAAX vs. IEMS.L - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is lower than IEMS.L's 0.74% expense ratio.
Risk-Adjusted Performance
IAAAX vs. IEMS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IAAAX vs. IEMS.L - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 2.43%, more than IEMS.L's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 2.43% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% | 7.89% | 2.00% |
IEMS.L iShares MSCI Emerging Markets Small Cap UCITS ETF | 1.72% | 2.09% | 2.47% | 1.29% | 1.62% | 2.05% | 2.19% | 1.32% | 2.08% | 0.87% | 1.65% | 1.67% |
Drawdowns
IAAAX vs. IEMS.L - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, which is greater than IEMS.L's maximum drawdown of -49.93%. Use the drawdown chart below to compare losses from any high point for IAAAX and IEMS.L. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. IEMS.L - Volatility Comparison
Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has a higher volatility of 3.90% compared to iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) at 3.65%. This indicates that IAAAX's price experiences larger fluctuations and is considered to be riskier than IEMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.